Q5 i) Consider a random sample X1, X2, ….., X30 of size 30, drawn from a normal distribution with μ= 30, find maximum likelihood estimator of the population variance σ2 . a) Is the maximum likelihood estimator obtained in part (i) biased? Justify your answer. b) If the observed sample is 3, 6, 2, 0, 4, 3; compute the MLE of σ2 . c) How would your answer in part (i) be affected if the number of observations remains 30 and μ is reduced to zero?
Q5 i) Consider a random sample X1, X2, ….., X30 of size 30, drawn from a normal distribution with μ= 30, find maximum likelihood estimator of the population variance σ2 . a) Is the maximum likelihood estimator obtained in part (i) biased? Justify your answer. b) If the observed sample is 3, 6, 2, 0, 4, 3; compute the MLE of σ2 . c) How would your answer in part (i) be affected if the number of observations remains 30 and μ is reduced to zero?
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Q5 i) Consider a random sample X1, X2, ….., X30 of size 30, drawn from a
distribution
σ2 .
a) Is the maximum likelihood estimator obtained in part (i) biased? Justify your answer.
b) If the observed sample is 3, 6, 2, 0, 4, 3; compute the MLE of σ2
.
c) How would your answer in part (i) be affected if the number of observations remains
30 and μ is reduced to zero?
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